Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49125.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43200.46 Kr¶

PnL: ---------------------------------------> -1675.12 Kr¶

DD now: ---------------------------------> -7.521 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 13:47:22.109330'

Anic Portfolio¶

Today¶

Return: -0.191 %¶

This Week¶

Return: -3.205 %¶

Total portfolio value¶

Return including deposits: 60.823 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.390000 1510.740000 87.740000 6.170000 1423.000014
Hennes & Mauritz B 6 0.480000 921.360000 9.360000 1.030000 912.000000
Nederman Holding 1 -0.490000 205.000000 6.000000 3.020000 199.000000
JM 7 2.480000 954.100000 4.100000 0.430000 950.000002
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Atrium Ljungberg B 5 -1.000000 894.500000 -9.500000 -1.050000 904.000000
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
ASSA ABLOY B 4 -0.970000 979.200000 -13.800000 -1.390000 993.000000
BioGaia B 8 -1.330000 888.800000 -15.200000 -1.680000 904.000000
Biotage 1 -1.280000 131.300000 -17.700000 -11.880000 149.000000
OX2 12 -0.610000 885.600000 -23.400000 -2.570000 909.000000
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
AcadeMedia 20 -1.900000 947.600000 -30.400000 -3.110000 978.000000
Bufab 3 -1.250000 1045.200000 -30.800000 -2.860000 1076.000001
Investor B 3 -0.290000 627.000000 -31.000000 -4.710000 657.999999
Sandvik 4 -0.830000 815.200000 -32.800000 -3.870000 848.000000
Alimak Group 12 -0.980000 973.200000 -33.800000 -3.360000 1007.000004
Vitec Software Group B 2 -0.740000 1068.000000 -36.000000 -3.260000 1104.000000
Vitrolife 3 -2.640000 640.800000 -36.200000 -5.350000 677.000001
Latour B 4 -1.210000 819.600000 -36.400000 -4.250000 856.000000
Byggmax Group 33 -1.060000 924.660000 -42.340000 -4.380000 966.999990
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
Platzer Fastigheter Holding B 12 -0.130000 908.400000 -42.600000 -4.480000 951.000000
Hexatronic Group 15 -1.300000 1027.800000 -43.200000 -4.030000 1071.000000
Sagax B 4 -1.680000 841.200000 -43.800000 -4.950000 885.000000
SKF B 5 -0.900000 936.000000 -44.000000 -4.490000 980.000000
Addnode Group B 7 -1.360000 861.000000 -44.000000 -4.860000 904.999998
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
Gränges 10 -2.650000 992.000000 -47.000000 -4.520000 1039.000000
EQT 4 -0.290000 825.200000 -47.800000 -5.480000 873.000000
Catena 2 -0.890000 756.000000 -50.000000 -6.200000 806.000000
INVISIO 15 -1.470000 3517.500000 -54.500000 -1.530000 3571.999995
HEXPOL B 8 -0.270000 884.800000 -72.200000 -7.540000 957.000000
Orrön Energy 170 -1.380000 1948.200000 -97.800000 -4.780000 2045.999980
Hexagon B 26 -1.320000 3294.200000 -125.800000 -3.680000 3420.000012
VEF 788 -0.530000 1758.820000 -144.180000 -7.580000 1903.000300
Sedana Medical 93 0.800000 2581.680000 -401.900000 -13.470000 2983.577733
TOTAL 43200.460000 -1675.120000 -7.52122% 44875.578016

Updated:¶

'2023-06-22 13:47:39.284811'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶